Pages that link to "Item:Q2485794"

The following pages link to On the ruin probability for physical fractional Brownian motion (Q2485794):

Displaying 33 items.

• Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
• Open problems in Gaussian fluid queueing theory (Q383192) (← links)
• On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
• Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
• On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
• Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
• Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
• An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
• Sojourn times of Gaussian processes with trend (Q2209315) (← links)
• Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics (Q2209321) (← links)
• Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
• Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
• Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
• Gaussian risk models with financial constraints (Q4576907) (← links)
• Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
• Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
• Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
• Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
• Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
• Ruin Probability for the Integrated Gaussian Process with Force of Interest (Q5440642) (← links)
• (Q5881790) (← links)
• Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
• Sojourns of fractional Brownian motion queues: transient asymptotics (Q6067390) (← links)
• Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
• Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)